| Description | Shares | Value | |||
| Short-Term Investments 105.0% | |||||
| Affiliated Mutual Fund 1.0% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%) (cost $131,256)(wb) | 131,256 | $131,256 | |||
| Options Purchased*~ 104.0% | |||||
| (cost $12,826,887) | 12,889,308 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 105.0% (cost $12,958,143) | 13,020,564 | ||||
| Options Written*~ (5.0)% | |||||
| (premiums received $776,011) | (617,170) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $12,182,132) | 12,403,394 | ||||
| Liabilities in excess of other assets (0.0)% | (5,257) | ||||
| Net Assets 100.0% | $12,398,137 | ||||
| * | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| Invesco QQQ Trust, Series 1 | Call | 09/30/26 | $6.00 | 200 | 20 | $12,284,648 | |||||||||
| Invesco QQQ Trust, Series 1 | Put | 09/30/26 | $600.37 | 200 | 20 | 604,660 | |||||||||
| Total Options Purchased (cost $12,826,887) | $12,889,308 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| Invesco QQQ Trust, Series 1 | Call | 09/30/26 | $697.93 | 200 | 20 | $(322,182) | |||||||||
| Invesco QQQ Trust, Series 1 | Put | 09/30/26 | $528.33 | 200 | 20 | (294,988) | |||||||||
| Total Options Written (premiums received $776,011) | $(617,170) | ||||||||||||||